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a bit of time :-)

Lewin Bormann dermesser

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a bit of time :-)
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@dermesser
dermesser / mmi.ipynb
Last active December 10, 2021 09:23
Calculating Multimode Interferometer (rectangular) in Julia using elementary math
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@dermesser
dermesser / multibisect.py
Created November 29, 2021 19:30
Annotated version of a multi-bisect algorithm finding all places where "performance became worse" in a commit list.
import numpy as np
#perf = [10, 10, 10, 10, 9, 9, 9, 9, 9, 9, 8, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 5, 5, 5, 4, 4, 4, 4, 4, 4, 4, 4, 3, 2, 2]
perf = np.concatenate([4*np.ones(25), 2*np.ones(25), np.ones(25)])
#perf = list(range(40, 0, -1))
count = 0
def worseCommit(a, b):
global count
count += 1
@dermesser
dermesser / gpr_diff.jl
Created October 26, 2021 11:59
Differentiating a GPR model
### A Pluto.jl notebook ###
# v0.16.0
using Markdown
using InteractiveUtils
# ╔═╡ b70ce3a6-30e8-11ec-3f2a-59d54d66bfbd
begin
import Zygote
import Plots
@dermesser
dermesser / max_likelihood.jl
Created August 8, 2021 08:55
Simple example for fitting a normal distribution using max likelihood and gradient descent
### A Pluto.jl notebook ###
# v0.15.1
using Markdown
using InteractiveUtils
# ╔═╡ cc62dbce-f820-11eb-168f-670217a987d9
begin
import Pkg
import Distributions
@dermesser
dermesser / simplegrad.jl
Last active August 22, 2021 15:12
Simple numeric gradients
# Author: Lewin Bormann, 2021
# A simple finite difference algorithm for differentiating a function numerically with respect to multiple dimensions.
function mydiff(func, theta, releps=1e-3, reltol=1e-3)
scale_eps = 1/2
grad = zeros(size(theta))
upper, lower = theta[:], theta[:]
for (i, t) in enumerate(theta)
count = 0
flipflop = 0
@dermesser
dermesser / GPR.jl
Last active July 18, 2021 19:21
Julia version of the very excellent introduction to gaussian process regression at https://peterroelants.github.io/posts/gaussian-process-tutorial/
### A Pluto.jl notebook ###
# v0.14.7
using Markdown
using InteractiveUtils
# ╔═╡ 8560c782-e7f0-11eb-1b79-21d0c85978db
begin
import CairoMakie as CM
import LinearAlgebra
@dermesser
dermesser / bioassay_metropolis.jl
Created June 17, 2021 11:51
Replication of PyMC3's simple introduction example in Julia, for the purpose of my understanding
### A Pluto.jl notebook ###
# v0.14.7
using Markdown
using InteractiveUtils
# ╔═╡ 8ce57352-cf5b-11eb-2624-976564fd9572
using Plots
# ╔═╡ 22e5afa5-03a5-4c6c-9744-7417f1176839
@dermesser
dermesser / metropolishastings.jl
Last active June 30, 2021 15:38
Very very simple implementation of multi-dimensional Metropolis-Hastings algorithm
### A Pluto.jl notebook ###
# v0.14.7
using Markdown
using InteractiveUtils
# ╔═╡ 4f4ffc64-cdf9-11eb-32ef-e5e79401898e
using Random
# ╔═╡ fdc3d3af-f680-41b0-903e-779be1b24206
@dermesser
dermesser / kirchhoff.jl
Last active May 23, 2021 11:53
Calculate Kirchhoff-Fresnel diffraction integrals with visualization. Explanation: https://lewinb.net/posts/diffraction/ - example: http://borgac.net/~lbo/doc/kirchhoff.pdf
### A Pluto.jl notebook ###
# v0.14.3
using Markdown
using InteractiveUtils
# ╔═╡ 6d796395-5024-4129-a250-df2401327711
using Setfield
# ╔═╡ 87c80fda-9eda-11eb-2ac5-b7b5006b19b7
@dermesser
dermesser / sinfit.jl
Created March 31, 2021 12:08
Quite accurately estimate the four wave parameters for a (co)sine wave, using some simple statistics and FFT.
using DataFrames
import FFTW
import Statistics
"""
estimate_wave_params(df::DataFrame, xsym::Symbol, ysym::Symbol)
Use Fourier analysis and statistics to find the best monochromatic sine wave parameters for data.
`xsym` and `ysym` are the column symbols for the x and y columns within DataFrame `df`, respectively.